机器学习吴恩达实验【Day1】线性回归模型

（本文为学习总结笔记，如有雷同请无视）

1 实验原理与代码

1.1初始化和基本功能

（1）开始运行程序，并进行初始化；
（2）完善函数warmUpExercise()，要求返回一个5 x 5的单位矩阵。

function A = warmUpExercise()
%WARMUPEXERCISE Example function in octave
%   A = WARMUPEXERCISE() is an example function that returns the 5x5 identity matrix

A = [];
% ============= YOUR CODE HERE ==============
% Instructions: Return the 5x5 identity matrix 
%               In octave, we return values by defining which variables
%               represent the return values (at the top of the file)
%               and then set them accordingly. 

A = eye(5);

% ===========================================
end

1.2 数据可视化

（1）查阅matlab工具箱中函数load，熟悉其基本语法学会载入数据；
（2）所给代码已利用函数load将数据文件ex1data1.txt加载至X和y中；
（3）完善函数plotData(X,y),并绘制出数据的散点图。

function plotData(x, y)
%PLOTDATA Plots the data points x and y into a new figure 
%   PLOTDATA(x,y) plots the data points and gives the figure axes labels of
%   population and profit.

% ====================== YOUR CODE HERE ======================
% Instructions: Plot the training data into a figure using the 
%               "figure" and "plot" commands. Set the axes labels using
%               the "xlabel" and "ylabel" commands. Assume the 
%               population and revenue data have been passed in
%               as the x and y arguments of this function.
%
% Hint: You can use the 'rx' option with plot to have the markers
%       appear as red crosses. Furthermore, you can make the
%       markers larger by using plot(..., 'rx', 'MarkerSize', 10);
figure; % open a new figure window
plot(x, y,'rx','MarkerSize', 10); % Plot the data
ylabel('Profit in $10,000s'); % Set the yaxis label
xlabel('Population of City in 10,000s'); % Set the xaxis label
% ============================================================

end

1.3 梯度下降

（1）查阅相关资料，理解梯度下降法的原理和步骤；
（2）完善函数computeCost(X,y,theta)，熟悉其基本语法；
（3）完善函数gradientDescent(X, y, theta, alpha, iterations)，掌握其基本语法并调用函数。

#函数  computeCost(X,y,theta)
function J = computeCost(X, y, theta)
%COMPUTECOST Compute cost for linear regression
%   J = COMPUTECOST(X, y, theta) computes the cost of using theta as the
%   parameter for linear regression to fit the data points in X and y

% Initialize some useful values
m = length(y); % number of training examples

% You need to return the following variables correctly 
J = 0;

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta
%               You should set J to the cost.

J=1/(2*m)*sum((X*theta-y).^2);

% =========================================================================
end

#函数  gradientDescent(X, y, theta, alpha, iterations)
function [theta, J_history] = gradientDescent(X, y, theta, alpha, num_iters)
%GRADIENTDESCENT Performs gradient descent to learn theta
%   theta = GRADIENTDESENT(X, y, theta, alpha, num_iters) updates theta by 
%   taking num_iters gradient steps with learning rate alpha

% Initialize some useful values
m = length(y); % number of training examples
J_history = zeros(num_iters, 1);

for iter = 1:num_iters

    % ====================== YOUR CODE HERE ======================
    % Instructions: Perform a single gradient step on the parameter vector
    %               theta. 
    %
    % Hint: While debugging, it can be useful to print out the values
    %       of the cost function (computeCost) and gradient here.
    %

    theta=theta-alpha*(1/m)*X'*(X*theta-y);

    % ============================================================

    % Save the cost J in every iteration    
    J_history(iter) = computeCost(X, y, theta);

end
end

1.4 可视化J

为了更好的理解代价函数J(θ)，根据前面所完成的代码，现将θ0至θ1之间的值进行绘图。

1.5 总函数ex.1

%% Machine Learning Online Class - Exercise 1: Linear Regression
%  Instructions
%  ------------
% 
%  This file contains code that helps you get started on the
%  linear exercise. You will need to complete the following functions 
%  in this exericse:
%
%     warmUpExercise.m
%     plotData.m
%     gradientDescent.m
%     computeCost.m
%
%  For this exercise, you will not need to change any code in this file,
%  or any other files other than those mentioned above.
%
% x refers to the population size in 10,000s
% y refers to the profit in $10,000s
%

%% Initialization
clear ; close all; clc

%% ==================== Part 1: Basic Function ====================
% Complete warmUpExercise.m 
fprintf('Running warmUpExercise ... \n');
fprintf('5x5 Identity Matrix: \n');
warmUpExercise()

fprintf('Program paused. Press enter to continue.\n');
pause;


%% ======================= Part 2: Plotting =======================
fprintf('Plotting Data ...\n')
data = load('ex1data1.txt');
X = data(:, 1); y = data(:, 2);
m = length(y); % number of training examples

% Plot Data
% Note: You have to complete the code in plotData.m
plotData(X, y);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% =================== Part 3: Gradient descent ===================
fprintf('Running Gradient Descent ...\n')

X = [ones(m, 1), data(:,1)]; % Add a column of ones to x
theta = zeros(2, 1); % initialize fitting parameters

% Some gradient descent settings
iterations = 1500;
alpha = 0.01;

% compute and display initial cost
computeCost(X, y, theta)

% run gradient descent
theta = gradientDescent(X, y, theta, alpha, iterations);

% print theta to screen
fprintf('Theta found by gradient descent: ');
fprintf('%f %f \n', theta(1), theta(2));

% Plot the linear fit
hold on; % keep previous plot visible
plot(X(:,2), X*theta, '-')
legend('Training data', 'Linear regression')
hold off % don't overlay any more plots on this figure

% Predict values for population sizes of 35,000 and 70,000
predict1 = [1, 3.5] *theta;
fprintf('For population = 35,000, we predict a profit of %f\n',...
    predict1*10000);
predict2 = [1, 7] * theta;
fprintf('For population = 70,000, we predict a profit of %f\n',...
    predict2*10000);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% ============= Part 4: Visualizing J(theta_0, theta_1) =============
fprintf('Visualizing J(theta_0, theta_1) ...\n')

% Grid over which we will calculate J
theta0_vals = linspace(-10, 10, 100);
theta1_vals = linspace(-1, 4, 100);

% initialize J_vals to a matrix of 0's
J_vals = zeros(length(theta0_vals), length(theta1_vals));

% Fill out J_vals
for i = 1:length(theta0_vals)
    for j = 1:length(theta1_vals)
	  t = [theta0_vals(i); theta1_vals(j)];    
	  J_vals(i,j) = computeCost(X, y, t);
    end
end


% Because of the way meshgrids work in the surf command, we need to 
% transpose J_vals before calling surf, or else the axes will be flipped
J_vals = J_vals';
% Surface plot
figure;
surf(theta0_vals, theta1_vals, J_vals)
xlabel('\theta_0'); ylabel('\theta_1');

% Contour plot
figure;
% Plot J_vals as 15 contours spaced logarithmically between 0.01 and 100
contour(theta0_vals, theta1_vals, J_vals, logspace(-2, 3, 20))
xlabel('\theta_0'); ylabel('\theta_1');
hold on;
plot(theta(1), theta(2), 'rx', 'MarkerSize', 10, 'LineWidth', 2);

2 实验结果

2.1 初始化单位矩阵

2.2 绘制数据散点图

2.3 梯度下降示意图

2.4 theta变化三维图